+422.3%
XLF vs ALB
+1,790.1%
-1,367.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +0.7% |
| 7D | 0.0% | -8.1% | +8.1% | +2.7% |
| 30D | +0.2% | +6.3% | -6.1% | -2.2% |
| 3M | +11.7% | -23.6% | +35.3% | +20.4% |
| 6M | +13.8% | -24.6% | +38.4% | +21.0% |
| YTD | +7.0% | -10.3% | +17.3% | +5.4% |
| 1Y | +9.1% | +61.5% | -52.3% | -14.4% |
| 3Y | +75.6% | -34.0% | +109.6% | +67.9% |
| 5Y | +66.4% | -44.6% | +111.0% | +55.8% |
| 10Y | +250.3% | +76.1% | +174.2% | +71.6% |
| All | +422.3% | +1,790.1% | -1,367.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling